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  • PPL vs BG✓SelectedUSD · BGPPL vs BG performance historyLatest closeAs of-0.09%09/08
Stock and ETF performance explorer

PPL vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+37.7%
BG return
+84.8%
Excess return
-47.0%
Maximum drawdown
-24.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D-0.1%+4.4%-4.4%-0.6%
7D+1.8%+2.4%-0.6%+1.5%
30D-1.1%+15.0%-16.1%-2.7%
3M0.0%-0.7%+0.7%0.0%
6M-7.6%+7.5%-15.1%-8.7%
YTD+1.7%+41.6%-39.9%-3.1%
1Y+1.5%+50.7%-49.1%-4.3%
3Y+55.3%+20.3%+35.0%+50.4%
5Y+37.7%+85.2%-47.5%+24.1%
All+37.7%+84.8%-47.0%+24.1%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 5y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

5y analysis · Full analysis span regression · 6 months rolling